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3.843Net Profit
18.217PSR
-0.2Sharpe Ratio
-0.052Alpha
0.238Beta
3.537CAR
13.4Drawdown
-0.05Loss Rate
0Parameters
0Security Types
271Tradeable Dates
6870Trades
-0.091Treynor Ratio
0.04Win Rate
decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon
Where is the code for version 1 and 2?
decebal left a comment in the discussion EMA Crossover x RSI
the performance appears to be worse than SPY for 2023.
3.843Net Profit
18.217PSR
-0.2Sharpe Ratio
-0.052Alpha
0.238Beta
3.537CAR
13.4Drawdown
-0.05Loss Rate
0Parameters
0Security Types
271Tradeable Dates
6870Trades
-0.091Treynor Ratio
0.04Win Rate
decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon
thanks, I should have checked that.
decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon
Where is the code for version 1 and 2?
decebal left a comment in the discussion EMA Crossover x RSI
the performance appears to be worse than SPY for 2023.
decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon
thanks, I should have checked that.
1 months ago